Metro Pacific Invt Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7320 | 2.91 | |
| 0.0965 | 6.59 | |
| 0.8535 | 38.74 | |
| -0.4545 | -3.13 | |
| 0.6236 | 3.20 | |
| -0.2084 | -2.19 | |
| 0.1166 | 1.34 | |
| -0.1649 | -1.60 | |
| 0.0450 | 0.35 |
Estimation Period:
Dec 18, 2006 to Oct 6, 2023
Dec 18, 2006 to Oct 6, 2023
News Impact Curve
Volatility Forecasts
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